On Oct 18, 2010, at 7:41 PM, Gregory Maxwell wrote:
Perhaps your problem is agreeable to this kind of subdivision. Otherwise you can probably only hope to search a regular grid of the possible integer space and the do only local optimization. The 3^140 operations to search the unit-hypercube around even a single integer grid point is too computationally expensive to do even with a very fast objective function.
Another possibility to consider is a continuous relaxation of your problem. Can you replace the integer variables approximately by continuous real variables and optimize that problem?
(For example, something like this is common in topology optimization where in principle you are optimizing 0/1 integer variables, and you relax it to [0,1] continuous variables which are much easier to optimize. Then, if necessary, you add some penalty function; e.g. a common penalty function in topology optimization is called "SIMP" for "Solid Isotropic Microstructures with Penalization".)
Steven _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
